عنوان

Applied stochastic modelling /

شابک

1420011650

شابک

9781420011654

شابک اشتباه

9781138469693

شابک اشتباه

9781584886662

عنوان اصلي

Applied stochastic modelling /

نام عام مواد

[Book]

نام نخستين پديدآور

Byron J. T. Morgan.

وضعيت ويراست

Second edition.

محل نشرو پخش و غیره

Boca Raton :

نام ناشر، پخش کننده و غيره

CRC Press,

تاریخ نشرو بخش و غیره

[2008]

نام خاص و کميت اثر

1 online resource.

عنوان فروست

Chapman & Hall/CRC texts in statistical science

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

Front cover -- Contents -- Preface to the Second Edition -- Preface -- CHAPTER 1. Introduction and Examples -- CHAPTER 2. Basic Model-Fitting -- CHAPTER 3. Function Optimisation -- CHAPTER 4. Basic Likelihood Tools -- CHAPTER 5. General Principles -- CHAPTER 6. Simulation Techniques -- CHAPTER 7. Bayesian Methods and MCMC -- Chapter 8. General Families of Models -- Index of Data Sets -- Index of Matlab Programs -- Appendix A: Probability and Statistics Reference -- Appendix B: Computing -- Appendix C: Kernel Density Estimation -- Solutions and Comments for Selected Exercises -- Bibliography -- Index -- Back cover.

بدون عنوان

0

متن يادداشت

Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributions BootstrapMonte Carlo testingBayesian Methods and MCMC Basic Bayes Three academic examples The Gibbs sampler The Metropolis-Hastings algorithm A hybrid approachThe data augmentation algorithm Model probabilities Model averaging Reversible jump MCMC (RJMCMC)General Families of Models Common structureGeneralised linear models (GLMs) Generalised linear mixed models (GLMMs) Generalised additive models (GAMs)Index of Data Sets Index of MATLAB Programs Appendix A: Probability and Statistics Reference Appendix B: Computing Appendix C: Kernel Density Estimation Solutions and Comments for Selected Exercises Bibliography IndexDiscussions and Exercises appear at the end of each chapter.

عنوان

Applied stochastic modelling.

شماره استاندارد بين المللي کتاب و موسيقي

9781584886662

موضوع مستند نشده

Stochastic processes-- Mathematical models.

موضوع مستند نشده

MATHEMATICS / General.

موضوع مستند نشده

Stochastic processes-- Mathematical models.

موضوع مستند نشده

MAT-- 000000

شماره

ويراست

شماره رده

مستند نام اشخاص تاييد نشده

Morgan, Byron J. T.,1946-

تاريخ عمليات

20200822162407.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y